We present a comprehensive analysis of the whole sample of available XMM-Newton observations of high-mass X-ray binaries (HMXBs) until August 2013, focusing on the FeKα emission line. This line is key to better understanding the physical properties of the material surrounding the X-ray source within a few stellar radii (the circumstellar medium). We collected observations from 46 HMXBs and detected FeKα in 21 of them. We used the standard classification of HMXBs to divide the sample into different groups. We find that (1) different classes of HMXBs display different qualitative behaviours in the FeKα spectral region. This is visible especially in SGXBs (showing ubiquitous Fe fluorescence but not recombination Fe lines) and in γ Cass analogues (showing both fluorescent and recombination Fe lines). (2) FeKα is centred at a mean value of 6.42 keV. Considering the instrumental and fits uncertainties, this value is compatible with ionization states that are lower than Fe xviii. (3) The flux of the continuum is well correlated with the flux of the line, as expected. Eclipse observations show that the Fe fluorescence emission comes from an extended region surrounding the X-ray source. (4) We observe an inverse correlation between the X-ray luminosity and the equivalent width of FeKα (EW). This phenomenon is known as the X-ray Baldwin effect. (5) FeKα is narrow (σline< 0.15 keV), reflecting that the reprocessing material does not move at high speeds. We attempt to explain the broadness of the line in terms of three possible broadening phenomena: line blending, Compton scattering, and Doppler shifts (with velocities of the reprocessing material V ~ 1000 km s-1). (6) The equivalent hydrogen column (NH) directly correlates to the EW of FeKα, displaying clear similarities to numerical simulations. It highlights the strong link between the absorbing and the fluorescent matter. (7) The observed NH in supergiant X-ray binaries (SGXBs) is in general higher than in supergiant fast X-ray transients (SFXTs). We suggest two possible explanations: different orbital configurations or a different interaction compact object – wind. (8) Finally, we analysed the sources IGR J16320-4751 and 4U 1700-37 in more detail, covering several orbital phases. The observed variation in NH between phases is compatible with the absorption produced by the wind of their optical companions. The results clearly point to a very important contribution of the donor’s wind in the FeKα emission and the absorption when the donor is a supergiant massive star.

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The work of A.G.G. has been supported by the Spanish MICINN under FPI Fellowship BES-2011-050874 associated to the project AYA2010-15431. This work was supported partially by the Generalitat Valenciana project number GV2014/088 and by the Vicerectorat d’Investigació, Desenvolupament i Innovació de la Universitat d’Alacant under grant GRE12-35. J.J.R.R. acknowledges the support by the Matsumae International Foundation fellowship No14G04.